Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714072.2712 | 573161.0691 | 140911.2021 | 1253426.9777 | 1394798.5011 | -141371.5234 |
Total P&L (%) | 714.0723 | 573.1611 | 140.9112 | 1253.427 | 1394.7985 | -141.3715 |
Avg Daily Profit (%) | 0.4479 | 0.3595 | 0.0884 | 0.1635 | 0.1698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104478 | -98596 | -52709 | -2298291 | -1860685 | -1109788 |
Profit Factor | 2.612 | 3.1189 | 1.817 | 1.2382 | 1.4294 | 0.9298 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 39.6825 | 34.375 | 45.1613 | 39.6825 | 34.375 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9703 | 5.9543 | 2.2064 | 1.8821 | 2.7288 | 1.129 |
Largest Winning Trade | 297183 | 297183 | 70576 | 2429771 | 2429771 | 511218 |
Largest Losing Trade | -48245 | -26180 | -48245 | -634570 | -530939 | -634570 |
Avg Bars in Trades | 96 | 80 | 112 | 96 | 80 | 112 |
Avg Bars in Winners | 164 | 153 | 173 | 164 | 153 | 173 |
Avg Bars in Losers | 51 | 42 | 61 | 51 | 42 | 61 |
Bars Traded | 6063 | 2580 | 3483 | 6063 | 2580 | 3483 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140151 | 333070 | -73431 | -146746 | 131633 | -581033 |
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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